تخمین تابع مصرف ایران به روش رگرسیون کوانتایل

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشیار اقتصاد امور عمومی، گروه اقتصاد، دانشگاه خوارزمی تهران، ایران

2 دانشیار اقتصاد و بانکداری اسلامی، گروه اقتصاد، دانشگاه خوارزمی تهران، ایران

3 کارشناسی ارشد اقتصاد، گروه اقتصاد، دانشگاه خوارزمی تهران، ایران

چکیده

مصرف در علم اقتصاد کلان از اهمیت بالایی برخوردار است و یکی از مهم‌ترین اجزای تقاضای کل محسوب می­شود. همچنین با تأثیرگذاری بر تولید و اشتغال به طور مستقیم، و پس‌انداز و سرمایه­گذاری به طور غیرمستقیم باعث رشد اقتصاد می‌شود. علاوه بر این اطلاعات به­دست آمده از تخمین تابع مصرف و بررسی میل نهایی به مصرف می‌تواند در سیاست­گذاری‌های اقتصادی مورد استفاده قرار گیرد. از همین جهت بررسی رابطه مصرف و عوامل مؤثر بر آن توجه اقتصاددانان زیادی را به خود جلب کرده است. هدف اصلی این تحقیق بررسی رابطه بین مصرف، درآمد و ثروت طی فصل اول ۱۳۶۹ تا فصل سوم ۱۴۰۱ با استفاده از رگرسیون کوانتایل است. در این مطالعه از 7 مدل که بر مبنای مدل­های اقتصاد کلان است استفاده شده است تا با استفاده از متغیر­های متنوع و جامع، مدل بهینه برای اقتصاد ایران انتخاب شود. نتایج تحقیق نشان می‌دهند که  با توجه به براورد مدل توسط رگرسیون کوانتایل، درآمد و ثروت بر مصرف تأثیر مثبت و معنادار دارند و این تأثیرگذاری در چندک­ها متقارن است. همچنین مدل تداوم عادت براون برای ایران صدق می‌کند، که این بدین معنی است که این مدل قدرت توضیح­دهندگی بیش­تری را در اقتصاد ایران دارد. بنابر­این، دولت با کنترل قیمت و وضع مالیات می­تواند مصرف افراد جامعه را کنترل کرده و باعث رشد اقتصادی در کشور شود. 

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

Estimation of Iran's Consumption Function Using Quantile Regression Method

نویسندگان [English]

  • Mohammadreza Monjazeb 1
  • Hossein Amiri 2
  • Farshid Vejdani 3
  • Akra m Movahedi 3
1 Associate Professor, Department of Economics, Public Affairs, Kharazmi University, Tehran, Iran
2 Associate Professor of Economics and Islamic Banking, Kharazmi University, Department of Economics, Faculty of Economics, Tehran, Iran
3 M.A in Economics, Kharazmi University, Department of Economics, Faculty of Economics, Tehran, Iran
چکیده [English]

In macroeconomics, aggregate consumption assumes a pivotal role as a fundamental component of total demand. It directly influences production and employment while indirectly contributing to overall economic growth through savings and investment. Insights gleaned from consumption function estimations and the study of the marginal propensity to consume (MPC) inform economic policy decisions. Economists have diligently explored the intricate relationship between consumption behavior and influential factors.
The primary objective of the research you mentioned is to examine the nexus between consumption, income, and wealth during the period spanning from the first quarter of 1369 to the third quarter of 1401, utilizing quantile regression techniques. By analyzing a diverse set of comprehensive models grounded in macroeconomic principles, the study aims to identify an optimal model for Iran's economy. The empirical results reveal that income and wealth have a positive and statistically significant impact on consumption, with consistent effects observed across different quantiles. Furthermore, the Brownian habit persistence model aligns well with Iran's economic dynamics, implying that government interventions related to pricing and taxation can effectively shape community consumption patterns and contribute to overall economic growth

کلیدواژه‌ها [English]

  • Consumption Function
  • Income
  • Wealth
  • Quantile Regression

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نظریه های کاربردی اقتصاد
دوره 12، شماره 44
خرداد 1404
صفحه 25-48

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